{"paper":{"title":"First-passage and first-exit times of a Bessel-like stochastic process","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math-ph","math.MP"],"primary_cat":"cond-mat.stat-mech","authors_text":"Edgar Martin, Guido Germano, Ulrich Behn","submitted_at":"2010-07-26T23:11:55Z","abstract_excerpt":"We study a stochastic process $X_t$ related to the Bessel and the Rayleigh processes, with various applications in physics, chemistry, biology, economics, finance and other fields. The stochastic differential equation is $dX_t = (nD/X_t) dt + \\sqrt{2D} dW_t$, where $W_t$ is the Wiener process. Due to the singularity of the drift term for $X_t = 0$, different natures of boundary at the origin arise depending on the real parameter $n$: entrance, exit, and regular. For each of them we calculate analytically and numerically the probability density functions of first-passage times or first-exit tim"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1007.4588","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}